CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1095 |
1.1129 |
0.0034 |
0.3% |
1.1032 |
| High |
1.1140 |
1.1133 |
-0.0008 |
-0.1% |
1.1230 |
| Low |
1.1057 |
1.1058 |
0.0001 |
0.0% |
1.0994 |
| Close |
1.1117 |
1.1103 |
-0.0014 |
-0.1% |
1.1141 |
| Range |
0.0083 |
0.0075 |
-0.0008 |
-9.6% |
0.0236 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
1,414 |
596 |
-818 |
-57.9% |
3,199 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1288 |
1.1144 |
|
| R3 |
1.1248 |
1.1213 |
1.1123 |
|
| R2 |
1.1173 |
1.1173 |
1.1116 |
|
| R1 |
1.1138 |
1.1138 |
1.1109 |
1.1118 |
| PP |
1.1098 |
1.1098 |
1.1098 |
1.1088 |
| S1 |
1.1063 |
1.1063 |
1.1096 |
1.1043 |
| S2 |
1.1023 |
1.1023 |
1.1089 |
|
| S3 |
1.0948 |
1.0988 |
1.1082 |
|
| S4 |
1.0873 |
1.0913 |
1.1061 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1828 |
1.1720 |
1.1270 |
|
| R3 |
1.1592 |
1.1484 |
1.1205 |
|
| R2 |
1.1357 |
1.1357 |
1.1184 |
|
| R1 |
1.1249 |
1.1249 |
1.1162 |
1.1303 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1148 |
| S1 |
1.1013 |
1.1013 |
1.1119 |
1.1067 |
| S2 |
1.0886 |
1.0886 |
1.1097 |
|
| S3 |
1.0650 |
1.0778 |
1.1076 |
|
| S4 |
1.0415 |
1.0542 |
1.1011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1230 |
1.1057 |
0.0173 |
1.6% |
0.0088 |
0.8% |
26% |
False |
False |
678 |
| 10 |
1.1230 |
1.0994 |
0.0236 |
2.1% |
0.0095 |
0.9% |
46% |
False |
False |
898 |
| 20 |
1.1390 |
1.0917 |
0.0473 |
4.3% |
0.0109 |
1.0% |
39% |
False |
False |
1,069 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0080 |
0.7% |
29% |
False |
False |
617 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0068 |
0.6% |
29% |
False |
False |
441 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0060 |
0.5% |
29% |
False |
False |
335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1329 |
|
1.618 |
1.1254 |
|
1.000 |
1.1208 |
|
0.618 |
1.1179 |
|
HIGH |
1.1133 |
|
0.618 |
1.1104 |
|
0.500 |
1.1095 |
|
0.382 |
1.1086 |
|
LOW |
1.1058 |
|
0.618 |
1.1011 |
|
1.000 |
1.0983 |
|
1.618 |
1.0936 |
|
2.618 |
1.0861 |
|
4.250 |
1.0739 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1100 |
1.1102 |
| PP |
1.1098 |
1.1102 |
| S1 |
1.1095 |
1.1101 |
|